+407.4%
COR vs LPLA
+1,198.0%
-790.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.9% | -1.5% | -2.3% | -3.6% |
| 30D | -0.3% | -6.0% | +5.7% | +0.8% |
| 3M | +15.9% | +21.4% | -5.5% | +11.1% |
| 6M | -10.3% | +12.1% | -22.3% | -12.9% |
| YTD | -3.7% | -1.8% | -1.9% | -4.4% |
| 1Y | +9.1% | +3.2% | +5.9% | +6.7% |
| 3Y | +86.6% | +45.9% | +40.6% | +62.2% |
| 5Y | +180.9% | +144.7% | +36.3% | +101.8% |
| 10Y | +407.4% | +1,222.4% | -815.0% | +110.4% |
| All | +407.4% | +1,198.0% | -790.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling